Interest Rate Smoothing and "Calvo-Type" Interest Rate Rules: A Comment on Levine, McAdam, and Pearlman (2007)

B-Tier
Journal: International Journal of Central Banking
Year: 2011
Volume: 7
Issue: 3
Pages: 79-90

Authors (3)

Ida Wolden Bache (not in RePEc) Øistein Røislanda (not in RePEc) Kjersti Næss Torstensen (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In a recent paper, Levine, McAdam, and Pearlman (2007) propose a new type of interest rate rule, which they denote a “Calvo-type” rule. The Calvo-type interest rate responds to the discounted sum of current and future rates of inflation. We show that a Calvo-type rule can be derived from a very different assumption than the one used by Levine, McAdam, and Pearlman (2007), namely a preference for interest rate smoothing. In addition to giving an alternative rationale for the Calvo-type rule, we provide additional empirical support for the specification.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2011:q:3:a:3
Journal Field
Macro
Author Count
3
Added to Database
2026-01-26